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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Derivat"
~subject:"Einkommensteuer"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
Einkommensteuer
Derivative
159
Option pricing theory
60
Optionspreistheorie
60
Volatility
32
Volatilität
32
Hedging
29
Theorie
26
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26
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24
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153
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English
159
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Ap Gwilym, Owain
3
Dunis, Christian
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Ballotta, Laura
2
Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carman, Paul
2
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2
Chen, Son-nan
2
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2
Coakley, Jerry
2
Cotter, John
2
Delage, Erick
2
Funahashi, Hideharu
2
Hammer, Viva
2
Jacquier, Antoine
2
Joseph, Anton
2
Li, Jonathan Yu-Meng
2
Liljeblom, Eva
2
Marzban, Saeed
2
Murre, Donald
2
Papanicolaou, Andrew
2
Peters, M. J.
2
Romagnoli, Silvia
2
Shi, Shimeng
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
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1
Adcock, C. J.
1
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1
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1
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1
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1
Anagnostou, I.
1
Anderluh, J. H. M.
1
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1
Asem, Ebenezer
1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Derivatives & financial instruments
Quantitative finance
The European journal of finance
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
International review of financial analysis
70
Review of derivatives research
68
Finance research letters
66
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66
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63
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61
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61
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58
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56
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Advances in futures and options research : a research annual
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Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
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Finance and stochastics
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44
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43
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42
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36
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ECONIS (ZBW)
159
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
5
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
6
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
7
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
9
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
10
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
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